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At 1:39 PM -0500 11/28/01, Robert Linders wrote:
>ND $0 night: prof.factor 1.90 sharpe 3.81 K-ratio 4.23 RINA 417 <= this
>would be "advertised"
>
>ND $180 night: prof.factor 1.67 sharpe 2.71 K-ratio 3.59 RINA 268
I calculate a Sharpe Ratio of about 3.2 which is certainly better
than probably 90% of the systems I have seen.
Average monthly profit trading one ND contract = $31,000.
I would not be so quick in dismissing the system, guys...
Bob Fulks
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